FUZZY TIME SERIES MARKOV-CHAIN ORDE 1 UNTUK PERAMALAN NILAI TUKAR (KURS) RUPIAH TERHADAP US DOLLAR (USD); FUZZY TIME SERIES MARKOV-CHAIN 1 ORDER TO FORECAST THE EXCHANGE RATE RUPIAH WITH US DOLLAR (USD)

MT, Hayati Mar'fuah, Abdurakhman

2015 | Disertasi | FMIPA

In this paper, we discuss a method of forecasting that is fuzzy time series Markov-chain (FTSMC) is a method that notice its specialty turmoil in the rupiah against the US Dollar and the historical data is linguistic, by searching the universe of discourse U of the data, then from the universe can be obtained several intervals and then transfer the data into a set of predetermined fuzzy, then fuzzyfikasi to historical data, look for relationships fuzzy logic (FLR) from the fuzzyfikasi, of the relation fuzzy logic (FLR) that was obtained subsequent search for Group relations fuzzy logic (FLRG), fuzzy logic relationships of the group were then used to search for Markov-chain transition matrix, then the matrix obtained is used for forecasting. How to view the forecast performance of the rupiah against the US Dollar will be displayed MAPE comparison method of fuzzy time series Markov-chain (FTSMC) with fuzzy time series method (FTS) other conventional.

Kata Kunci : Fuzzy Time Series Models; Markov Chain; Group fuzzy logic, Exchange rate